Almost analytic representation for the solution of the differential matrix Riccati equation

An almost analytic representation is presented for the solution of the nonhomogeneous and homogeneous, time-invariant and time-variant differential matrix Riccati equation. This representation gives a new insight into the behavior of the optimal estimator on a finite time interval. For the time-invariant case this solution is a basis for an 'exact/true' iterative algorithm. For the time-invariant case an approximate iterative algorithm is derived.>